Your Current Location : Fund Card : Risk Analysis |
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Baroda BNP Paribas Banking and PSU Bond Fund (Q) IDCW Direct |
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[Debt: Banking and PSU] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Baroda BNP Paribas Banking and PSU Bond Fund (G) Direct |
1.50% |
-0.7864 |
1.0470% |
30.9491% |
0.3589 |
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High Watermark Gain Stream (%) |
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Maximum Drawdown Loss Stream (%) |
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Gain Loss Ratio = 0.00 |
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Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Baroda BNP Paribas Banking and PSU Bond Fund (G) Direct |
-0.6975% |
0.0000 |
-0.0202 |
1.4033% |
-0.3380 |
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Up Capture v/s Down Capture |
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